+157.7%
NEM vs EXE
+100.7%
+57.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | +3.1% | -2.7% | +5.8% | +3.6% |
| 30D | +10.0% | -0.4% | +10.4% | +10.0% |
| 3M | +30.9% | +9.5% | +21.4% | +28.4% |
| 6M | +10.5% | -9.3% | +19.9% | +12.1% |
| YTD | +29.7% | -10.9% | +40.6% | +31.5% |
| 1Y | +71.1% | +4.3% | +66.8% | +67.0% |
| 3Y | +252.1% | +18.8% | +233.3% | +230.4% |
| 5Y | +157.7% | +101.4% | +56.3% | +122.5% |
| All | +157.7% | +100.7% | +57.0% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling